+28.9%
PM vs A
+23.5%
+5.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -2.2% |
| 7D | -7.3% | +4.8% | -12.0% | -6.9% |
| 30D | -4.0% | +5.6% | -9.7% | -3.6% |
| 3M | +2.7% | +23.6% | -20.9% | +4.7% |
| 6M | +14.9% | +56.4% | -41.5% | +19.4% |
| YTD | +23.5% | +33.4% | -9.9% | +28.8% |
| All | +28.9% | +23.5% | +5.4% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling